One of Russia's most radical political performance artists faces up to three years in jail after setting fire to the main entrance to the headquarters of the FSB security service, the successor to the Soviet-era KGB secret police.

Police detained Pyotr Pavlensky in the early hours of Monday morning after he doused the main entrance of the building — a symbol of Communist-era repression and state authority for many Russians — with petrol and started a fire.

Footage posted on a video-sharing website from Pavlensky's account showed him standing on Moscow's Lubyanka Square in front of the vast, yellow-brick, neo-baroque FSB building holding a petrol can as the fire raged behind him.

It also showed the 31-year-old being detained by police, who later said they had opened a criminal case against him for suspected vandalism, a charge that carries a jail term of up to three years.

In a message accompanying the video, Pavlensky called his performance "The Threat", saying it was meant to draw attention to what he called the terror tactics used by the FSB, which was briefly run by Vladimir Putin before he became president.

"Fear turns free people into a sticky mass of uncoordinated bodies," he said. "The threat of inevitable reprisal hangs over everyone who can be tracked with devices, have their conversations listened to, or at borders with passport checks."

Pavlensky has carried out extreme acts before, which he says are designed to poke holes in the Kremlin's propaganda machine.

In 2012, he sewed his lips together to protest against the jailing of anti-Kremlin punk band Pussy Riot, and the following year he wrapped himself in barbed wire to express his opposition to laws he deemed regressive.

In November 2013, he nailed his scrotum to Moscow's Red Square, a gesture he described as a metaphor for the political apathy of Russian society.

He was briefly detained in October 2014 after slicing off part of his earlobe while sitting naked on the roof of an infamous state psychiatry clinic to protest against what he said was the Kremlin using psychiatric hospitals for political ends.

Doctors have declared Pavlensky, who has in the past been ordered to undergo psychiatric tests, sane. But veteran human rights activist Lyudmila Alexeyeva, told the Interfax agency on Monday after condemning his latest actions, that he should be checked again.

Public reaction to his latest act was mixed with some Russians taking to social media to laud his bravery and others strongly denouncing him.

The entrance to the FSB's headquarters was boarded up with sheets of corrugated metal when this Reuters reporter walked past on Monday afternoon.